Continuous-Time Markov Chains and Applications

A Two-Time-Scale Approach

Nonfiction, Science & Nature, Mathematics, Calculus, Statistics
Cover of the book Continuous-Time Markov Chains and Applications by Qing Zhang, G. George Yin, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Qing Zhang, G. George Yin ISBN: 9781461443469
Publisher: Springer New York Publication: November 14, 2012
Imprint: Springer Language: English
Author: Qing Zhang, G. George Yin
ISBN: 9781461443469
Publisher: Springer New York
Publication: November 14, 2012
Imprint: Springer
Language: English

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.

More books from Springer New York

Cover of the book Sleep Disorders Medicine by Qing Zhang, G. George Yin
Cover of the book Nonlinear Approaches in Engineering Applications by Qing Zhang, G. George Yin
Cover of the book Proceedings of the Fourth Seattle Symposium in Biostatistics: Clinical Trials by Qing Zhang, G. George Yin
Cover of the book Resource-Aware Data Fusion Algorithms for Wireless Sensor Networks by Qing Zhang, G. George Yin
Cover of the book Multiscale Characterization of Biological Systems by Qing Zhang, G. George Yin
Cover of the book Developing Biofuel Bioprocesses Using Systems and Synthetic Biology by Qing Zhang, G. George Yin
Cover of the book Viral Molecular Machines by Qing Zhang, G. George Yin
Cover of the book Craniofacial Anomalies by Qing Zhang, G. George Yin
Cover of the book A Concise Introduction to Mathematical Logic by Qing Zhang, G. George Yin
Cover of the book Reviews of Environmental Contamination and Toxicology Volume 223 by Qing Zhang, G. George Yin
Cover of the book Technological Innovations in Major World Oil Crops, Volume 1 by Qing Zhang, G. George Yin
Cover of the book Coordinated Activity in the Brain by Qing Zhang, G. George Yin
Cover of the book Peeking at Peak Oil by Qing Zhang, G. George Yin
Cover of the book History of Vaccine Development by Qing Zhang, G. George Yin
Cover of the book Ethical Dilemmas in Pediatrics by Qing Zhang, G. George Yin
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy